Variable Selection in Switching Dynamic Regression Models

DOI10.15446/RCE.V45N1.85385OpenAlexW4312565685MaRDI QIDQ5877590

Dayna P. Saldaña-Zepeda, Ciro Velasco-Cruz, Victor H. Torres-Preciado

Publication date: 14 February 2023

Published in: Revista Colombiana de Estadística (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15446/rce.v45n1.85385

zbMATH Keywords

Dirichlet processhierarchical modelstate-space modelBayesian filtering and smoothing

Mathematics Subject Classification ID

Statistics (62-XX)

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